I'm a great fan of National Geographic (this may explain the frustrated forensic scientist who works at Nat Geo in me), but not of Megastructures. It is said that one of the episodes featured an underground tunnel that connects London to other places.
The Channel Tunnel or "Chunnel" connects the United Kingdom to France. It's not really new, but it's certainly amazing for one to be built under the sea with an average depth of 45.7m under the seabed. It was declared by the American Society of Civil Engineers as one of the seven wonders of the modern world. Source of Info: http://en.wikipedia.org/wiki/Channel_tunnel
Now, people can travel by train in sea (I don't even know if I could call in that way). Humans have indeed break the barriers and are using their intelligence for a faster, easier and comfortable life.

http://en.wikipedia.org/wiki/Channel_tunnel
-Gazmen, K. V. G.